st: Re: Limited dependent variable

["Christer Thrane" <ch-thran@online.no>]

Hi,

I think this should be modelled as a multinomial logit, it's either a win, a 
tie, or a loss--I see no ordering here--hence -mlogit-. To take account of 
several observations per unit (the panel structure), use the -cluster- 
option.

If you are willling to dicotomize the dep var (say win versus loose or tie), 
you could use -xtlogit-.

There exists, as far as I know, no xt-variant for mlogit in Stata.

HTH,
Christer

************************************************
Professor Christer Thrane
Department of Social Science
Lillehammer University College
2626 Lillehammer, Norway
+ 47 61 28 81 70 (fax)
+ 47 61 28 82 47 (phone, work)
+ 47 61 25 53 04 (phone, home)
E-mail, work: christer.thrane@hil.no
E-mail, home: ch-thran@online.no
************************************************



----- Original Message ----- 
From: <blcnei002@mail.uct.ac.za>
To: <statalist@hsphsun2.harvard.edu>
Sent: Sunday, August 13, 2006 9:51 PM
Subject: st: Limited dependent variable



> Dear stata community,
>
> I am working with panel data and have a dependent variable that can take 
> on 3
> possible values of 0, 0.5 or 1. The dependent variable represents a wins
> percentage with 1 representing a win, 0.5 representing a tie and 0 
> reflecting a
> loss. I wish to regress this wins percentage variable on several 
> explanatory
> variables.
>
> From reading through the FAQs and stata help facilities my understanding 
> is that
> this falls within the domain of a generalized linear model. Is it correct 
> to use
> -xtgee- and if so what option should I choose for the family and link 
> choices?
> Or should I be adopting a different approach?
>
> Many thanks in advance.
>
> Neil
>
>
>
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